Janus Mutual Fund Market Value

JDIRX -  USA Fund  

USD 41.92  0.25  0.59%

Janus Henderson's market value is the price at which a share of Janus Henderson stock trades on a public exchange. It measures the collective expectations of Janus Henderson Overseas investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Janus Henderson Overseas and determine expected loss or profit from investing in Janus Henderson over a given investment horizon. Please see Janus Henderson Hype Analysis, Janus Henderson Correlation, Portfolio Optimization, Janus Henderson Volatility, as well as analyze Janus Henderson Alpha and Beta and Janus Henderson Performance.
Symbol
Backtest

Please note, there is a significant difference between Janus Henderson's value and its price as these two are different measures arrived at by different means. Investors typically determine Janus Henderson value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Janus Henderson's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Janus Henderson 'What if' Analysis

In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Janus Henderson's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Janus Henderson.
0.00
11/01/2021
No Change 0.00  0.0 
In 31 days
12/01/2021
0.00
If you would invest  0.00  in Janus Henderson on November 1, 2021 and sell it all today you would earn a total of 0.00 from holding Janus Henderson Overseas or generate 0.0% return on investment in Janus Henderson over 30 days. Janus Henderson is related to or competes with Vanguard Total, Vanguard Total, Vanguard Total, Vanguard Developed, Vanguard Developed, and Vanguard FTSE. The fund pursuesits investment objective by investing, under normal circumstances, at least 80 percent of its net assets...

Janus Henderson Upside/Downside Indicators

Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Janus Henderson's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Janus Henderson Overseas upside and downside potential and time the market with a certain degree of confidence.

Janus Henderson Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Janus Henderson's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Janus Henderson's standard deviation. In reality, there are many statistical measures that can use Janus Henderson historical prices to predict the future Janus Henderson's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Janus Henderson's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of Janus Henderson in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
41.3442.1743.00
Details
Intrinsic
Valuation
LowReal ValueHigh
41.6542.4843.31
Details
Naive
Forecast
LowNext ValueHigh
40.6041.4342.26
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
42.3644.1145.86
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Janus Henderson. Your research has to be compared to or analyzed against Janus Henderson's peers to derive any actionable benefits. When done correctly, Janus Henderson's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Janus Henderson Overseas.

Janus Henderson Overseas Backtested Returns

Janus Henderson Overseas holds Efficiency (Sharpe) Ratio of -0.11, which attests that the entity had -0.11% of return per unit of risk over the last 3 months. Macroaxis standpoint towards determining the risk of any fund is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Janus Henderson Overseas exposes twenty-six different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out Janus Henderson risk adjusted performance of (0.031977), and Market Risk Adjusted Performance of (1.03) to validate the risk estimate we provide.
The fund retains a Market Volatility (i.e., Beta) of 0.0432, which attests to not very significant fluctuations relative to the market. Let's try to break down what Janus's beta means in this case. As returns on the market increase, Janus Henderson returns are expected to increase less than the market. However, during the bear market, the loss on holding Janus Henderson will be expected to be smaller as well. Even though it is essential to pay attention to Janus Henderson Overseas current price history, it is always good to be careful when utilizing equity current price movements. Our philosophy towards determining any fund's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Janus Henderson Overseas exposes twenty-six different technical indicators, which can help you to evaluate its performance.
AdviceVolatility TrendExposureCorrelations

Auto-correlation

    
   0.41   

Average predictability

Janus Henderson Overseas has average predictability. Overlapping area represents the amount of predictability between Janus Henderson time series from 1st of November 2021 to 16th of November 2021 and 16th of November 2021 to 1st of December 2021. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Janus Henderson Overseas price movement. The serial correlation of 0.41 indicates that just about 41.0% of current Janus Henderson price fluctuation can be explain by its past prices.
Correlation Coefficient0.41
Spearman Rank Test-0.26
Residual Average0.0
Price Variance0.91

Janus Henderson Overseas lagged returns against current returns

Autocorrelation, which is Janus Henderson mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Janus Henderson's mutual fund expected returns. We can calculate the autocorrelation of Janus Henderson returns to help us make a trade decision. For example, suppose you find that Janus Henderson mutual fund has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
 Current and Lagged Values 
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      Timeline 

Janus Henderson regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Janus Henderson mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Janus Henderson mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Janus Henderson mutual fund over time.
 Current vs Lagged Prices 
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      Timeline 

Janus Henderson Lagged Returns

When evaluating Janus Henderson's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Janus Henderson mutual fund have on its future price. Janus Henderson autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Janus Henderson autocorrelation shows the relationship between Janus Henderson mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Janus Henderson Overseas.
 Regressed Prices 
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      Timeline 

Janus Henderson Investors Sentiment

The influence of Janus Henderson's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Janus. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Janus Henderson in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Janus Henderson's short interest history, or implied volatility extrapolated from Janus Henderson options trading.

Current Sentiment - JDIRX

Janus Henderson Overseas Investor Sentiment

Most of Macroaxis users are currently bullish on Janus Henderson Overseas. What is your judgment towards investing in Janus Henderson Overseas? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Please see Janus Henderson Hype Analysis, Janus Henderson Correlation, Portfolio Optimization, Janus Henderson Volatility, as well as analyze Janus Henderson Alpha and Beta and Janus Henderson Performance. Note that the Janus Henderson Overseas information on this page should be used as a complementary analysis to other Janus Henderson's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Shere Portfolio module to track or share privately all of your investments from the convenience of any device.

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When running Janus Henderson Overseas price analysis, check to measure Janus Henderson's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Janus Henderson is operating at the current time. Most of Janus Henderson's value examination focuses on studying past and present price action to predict the probability of Janus Henderson's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Janus Henderson's price. Additionally, you may evaluate how the addition of Janus Henderson to your portfolios can decrease your overall portfolio volatility.
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Janus Henderson technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
A focus of Janus Henderson technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Janus Henderson trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...